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Apply a warm/hot compress to the area several times a day, which will promote the infection to drain so it can burst. Do not squeeze this, as it can cause the infection to go further. If you can get it to drain on it's own, it's best. You can also take ibuprofen for the pain. Soaking in the tub with some Epsom salt can help too. If you can't get this to burst on it's own, do see your doctor, as you may need to have it lanced. If you get more than one, you should also be seen, as you may need a course of antibiotics. Also just make sure to keep the area cleaned with antibacterial soap and you can even apply some neosporin once it starts draining.
It's pretty rare for one needing to be lanced. But this is the method where if the infection is deep, your doctor will cut it open so it can drain and get the core of the infection out.
Generally at least a week, unless it becomes very painful and you're not having any luck on getting it to drain on your own. Most often by doing what I listed above it will drain around 2-4 days.
There is also a product called Ichthammol, it can also help draw the infection out as it's a drawing out suave. But it should be applied and then a band-aid to cover it. But try the hot compress and tub and that should help in itself.